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Vovk, Vladimir Zhou, Wei-Xing 29 Sornette, Didier 28 Cotter, John 26 Sornette, D. 24 Bayraktar, Erhan 16 Kardaras, Constantinos 16 Brigo, Damiano 15 Martinho, Vitor Joao Pereira Domingues 15 Bouchaud, Jean-Philippe 14 Marsili, Matteo 13 Muhle-Karbe, Johannes 13 Farmer, J. Doyne 12 Lillo, Fabrizio 12 Macrina, Andrea 12 Stanley, H. Eugene 12 Tasche, Dirk 12 Woodard, Ryan 12 Hughston, Lane P. 11 Drozdz, S. 10 Kitov, Ivan O. 10 Mantegna, Rosario N. 10 Papapantoleon, Antonis 10 Rudi Sch\"afer 10 Scalas, Enrico 10 Shevchenko, Pavel V. 10 Brody, Dorje C. 9 Cont, Rama 9 Kwapien, J. 9 Nutz, Marcel 9 Berd, Arthur M. 8 Dowd, Kevin 8 Gheorghiu, Anca 8 Junior, Leonidas Sandoval 8 Palmowski, Zbigniew 8 Ren, Fei 8 Fujiwara, Yoshi 7 Guhr, Thomas 7 Kaizoji, Taisei 7 Michael C. M\"unnix 7
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Showing 1 - 8 of 8
 
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A simplified Capital Asset Pricing Model
Vovk, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009371198
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The efficient index hypothesis and its implications in the BSM model
Vovk, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009293805
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Losing money with a high Sharpe ratio
Vovk, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009295108
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The Capital Asset Pricing Model as a corollary of the Black-Scholes model
Vovk, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009323418
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Probability-free pricing of adjusted American lookbacks
Dawid, A. Philip; Rooij, Steven de; Grunwald, Peter; … - 2011
Persistent link: https://www.econbiz.de/10009277825
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Ito calculus without probability in idealized financial markets
Vovk, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009216323
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Insuring against loss of evidence in game-theoretic probability
Dawid, A. Philip; Rooij, Steven de; Shafer, Glenn; … - 2010
Persistent link: https://www.econbiz.de/10008684827
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Continuous-time trading and the emergence of probability
Vovk, Vladimir - 2009
Persistent link: https://www.econbiz.de/10008511741
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